CDA/SPECTRUM INSTITUTIONAL 13F COMMON STOCK
HOLDINGS AND TRANSACTIONS

Contents

Kellogg has subscribed to CDA/Spectrum 13F institutional transaction quarterly data from 1980 through current via WRDS . The data can be accessed via WRDS' WEB or UNIX server.

CDA/Spectrum can be accessed by Kellogg faculty and doctoral students using their WRDS accounts. MBA students may obtain a temporary account and password to the WRDS's web interface in the context of a course, if the faculty member uses it for instructional purposes and applies for a class account. Otherwise, for automatic login (controlled by IP address) from the first and second floors in the Jacobs Center, as well as the lab workstations in Wieboldt Hall, please point your web browser to wrds.wharton.upenn.edu/connect.

In addition, Kellogg purchased the annual 13F tapes for the period 1981 through 1995. The files are in flat ASCII format, stored in Skew in the /kellogg/data/Spectrum path. The files can be read with any statistical or mathematical software.

The annual CDA/Spectrum files contain information about common stock holdings and institutional money managers. The security coverage includes all NYSE, ASE, Nasdaq, Toronto and Montreal common stocks. All institutional managers filing 13F reports with the Securities and Exchange Commission (SEC) are covered.